US2025245747A1PendingUtilityA1
Heppner Lockhart AltC™ - Computer-Implemented Integrated System to Generate a Score to Demonstrate the Concentration Effect of an Additional Investment to a Portfolio of Alternative Assets
Individually held — no corporate assignee on recordPriority: Mar 28, 2022Filed: Aug 1, 2024Published: Jul 31, 2025
Est. expiryMar 28, 2042(~15.7 yrs left)· nominal 20-yr term from priority
G06Q 40/06
46
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Claims
Abstract
Disclosed is a computer-implemented system for processing algorithms that calculate the affect caused by the addition of an alternative asset to a portfolio of alternative assets to an overweight metric resulting from the concentration within dimensions of risk sub-components correlated to alternative assets.
Claims
exact text as granted — not AI-modifiedWhat is claimed is:
1 . A computer-implemented method comprising:
accessing an actual allocation of Alternative Asset Products of a portfolio and target allocation limits for the portfolio; accessing at least one risk dimension for the portfolio; for each risk dimension of the at least one risk dimension, computing an overweight metric for the risk dimension based on the actual allocation and the target allocation limits; determining a concentration score for the portfolio based on the at least one overweight metric corresponding to the at least one risk dimension; and determining whether to re-allocate the Alternative Asset Products of the portfolio based on the concentration score.
2 . The computer-implemented method of claim 1 , wherein for any risk dimension of the at least one risk dimension whose allocation does not exceed the corresponding allocation limit, the overweight metric for the risk dimension is zero.
3 . The computer-implemented method of claim 1 , wherein the at least one risk dimension includes a risk dimension for Alternative Asset Product classes.
4 . The computer-implemented method of claim 3 , wherein the risk dimension for Alternative Asset Product classes includes risk sub-components comprising: private equity funds sub-component, venture capital funds sub-component, private debt funds sub-component, private real estate funds sub-component, natural resource funds sub-component, and infrastructure funds sub-component.
5 . The computer-implemented method of claim 1 , wherein the at least one risk dimension includes a risk dimension having sub-components.
6 . The computer-implemented method of claim 5 , wherein the overweight metric for the risk dimension having sub-components is a root-of-sum-of-squares metric.
7 . The computer-implemented method of claim 6 , wherein the concentration score for the portfolio is:
PORTFOLIO
CONCENTRATION
SCORE
=
15
%
×
(
Asset
Class
overweight
RSS
)
+
15
%
×
(
Sector
overweight
RSS
)
+
20
%
×
(
Geography
overweight
RSS
)
+
20
%
×
(
Specific
Fund
overweight
RSS
)
+
30
%
×
(
Specific
Investment
overweight
RSS
)
wherein overweight RSS is the root-of-sum-of squares metric.
8 . A system comprising:
one or more processors; and at least one memory storing instructions which, when executed by the one or more processors, cause the system to:
access an actual allocation of Alternative Asset Products of a portfolio and target allocation limits for the portfolio;
access at least one risk dimension for the portfolio;
for each risk dimension of the at least one risk dimension, compute an overweight metric for the risk dimension based on the actual allocation and the target allocation limits;
determine a concentration score for the portfolio based on the at least one overweight metric corresponding to the at least one risk dimension; and
determine whether to re-allocate the Alternative Asset Products of the portfolio based on the concentration score.
9 . The system of claim 8 , wherein for any risk dimension of the at least one risk dimension whose allocation does not exceed the corresponding allocation limit, the overweight metric for the risk dimension is zero.
10 . The system of claim 8 , wherein the at least one risk dimension includes a risk dimension for Alternative Asset Product classes.
11 . The system of claim 10 , wherein the risk dimension for Alternative Asset Product classes includes risk sub-components comprising: private equity funds sub-component, venture capital funds sub-component, private debt funds sub-component, private real estate funds sub-component, natural resource funds sub-component, and infrastructure funds sub-component.
12 . The system of claim 8 , wherein the at least one risk dimension includes a risk dimension having sub-components.
13 . The system of claim 12 , wherein the overweight metric for the risk dimension having sub-components is a root-of-sum-of-squares metric.
14 . The system of claim 13 , wherein the concentration score for the portfolio is:
PORTFOLIO
CONCENTRATION
SCORE
=
15
%
×
(
Asset
Class
overweight
RSS
)
+
15
%
×
(
Sector
overweight
RSS
)
+
20
%
×
(
Geography
overweight
RSS
)
+
20
%
×
(
Specific
Fund
overweight
RSS
)
+
30
%
×
(
Specific
Investment
overweight
RSS
)
wherein overweight RSS is the root-of-sum-of squares metric.Join the waitlist — get patent alerts
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